costat: Time Series Costationarity Determination

Contains functions that can determine whether a time series is second-order stationary or not (and hence evidence for locally stationarity). Given two non-stationary series (i.e. locally stationary series) this package can then discover time-varying linear combinations that are second-order stationary.

Version: 2.4
Depends: R (≥ 2.14), wavethresh (≥ 4.6.1)
Suggests: parallel
Published: 2018-04-06
Author: Guy Nason [aut, cre], Alessandro Cardinali [aut, ctb]
Maintainer: Guy Nason <g.p.nason at bristol.ac.uk>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
Citation: costat citation info
In views: TimeSeries
CRAN checks: costat results

Documentation:

Reference manual: costat.pdf

Downloads:

Package source: costat_2.4.tar.gz
Windows binaries: r-devel: costat_2.4.zip, r-release: costat_2.4.zip, r-oldrel: costat_2.4.zip
macOS binaries: r-release (arm64): costat_2.4.tgz, r-oldrel (arm64): costat_2.4.tgz, r-release (x86_64): costat_2.4.tgz, r-oldrel (x86_64): costat_2.4.tgz
Old sources: costat archive

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